+160.0%
VEA vs ILMN
+903.6%
-743.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.2% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | -0.7% | -20.6% | +20.0% | +3.3% |
| 3M | -3.9% | +17.5% | -21.3% | -8.0% |
| 6M | -0.6% | +55.6% | -56.2% | -10.4% |
| YTD | +12.9% | +68.3% | -55.4% | -0.6% |
| 1Y | +18.4% | +81.1% | -62.7% | +2.6% |
| 3Y | +75.3% | +112.2% | -36.9% | +41.0% |
| 5Y | +54.3% | -42.6% | +96.9% | +57.4% |
| 10Y | +158.0% | +70.5% | +87.6% | +98.1% |
| All | +160.0% | +903.6% | -743.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling